Fuzzy Neural Network Model for Assessing Credit Risk in Commercial Banks

摘要：

An adaptive fuzzy neural network has been developed to extract fuzzy rules directly from data sample for credit risks assessment. As an application example, a model has been constructed to assess the credit risks in commercial banks by using adaptive neurofuzzy inference method. Numerical example indicates fuzzy neural network could fit to assess the credit risk in commercial banks. Furthermore, the results also indicate that the prediction based on fuzzy neural network model is accurate.

关键词： Fuzzyneuralnetwork Creditrisk Leastsquares estimation

作者: Yonglin Yang Yanping Liu Fangcheng Tang Yang Liu

作者单位: School of Economics & ManagementBeijing Jiaotong UniversityBeijing 100044, P. R. China School of Economics & Management Tsinghua University Beijing 100084, P.R. China

会议类型: 国际会议

会议名称: 2011 International Conference on Business Management and Electronic Information(2011商业管理与电子信息国际学术会议 BMEI2011)

会议地点: 广州

会议语种:英文

页码: 1-4

在线出版日期: 2011-05-13（万方平台首次上网日期，不代表论文的发表时间）